+1,516.6%
PFE vs RCL
+4,549.4%
-3,032.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | -5.1% | +6.8% | +2.4% |
| 30D | +10.2% | -19.0% | +29.2% | +13.3% |
| 3M | +12.7% | -9.6% | +22.3% | +13.9% |
| 6M | +10.5% | -6.7% | +17.2% | +10.9% |
| YTD | +20.2% | -3.9% | +24.1% | +19.5% |
| 1Y | +24.1% | -25.1% | +49.2% | +27.2% |
| 3Y | -3.6% | +179.1% | -182.7% | -18.7% |
| 5Y | -20.9% | +243.3% | -264.2% | -37.9% |
| 10Y | +35.8% | +325.8% | -289.9% | -8.4% |
| All | +1,516.6% | +4,549.4% | -3,032.8% | +622.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling